Generalized Orthogonal GARCH (GO-GARCH) models

Implementation of the GO-GARCH model class


Reference manual

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0.7-2 by Bernhard Pfaff, 9 years ago

Browse source code at

Authors: Bernhard Pfaff [aut, cre]

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL (>= 2) license

Depends on methods, stats, graphics, fGarch, fastICA

See at CRAN